+2,875.8%
WDC vs CNI
+6,544.5%
-3,668.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +6.0% | +2.5% | +3.5% | +4.3% |
| 30D | +9.9% | -2.5% | +12.4% | +11.6% |
| 3M | -9.4% | +2.7% | -12.1% | -11.7% |
| 6M | +94.7% | +16.9% | +77.8% | +73.6% |
| YTD | +177.4% | +26.3% | +151.0% | +134.8% |
| 1Y | +412.6% | +31.1% | +381.5% | +321.9% |
| 3Y | +1,359.8% | +21.1% | +1,338.7% | +1,148.2% |
| 5Y | +992.6% | +11.0% | +981.5% | +882.5% |
| 10Y | +1,245.5% | +128.1% | +1,117.4% | +672.6% |
| All | +2,875.8% | +6,544.5% | -3,668.7% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling